Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 234,854 CHF | 79,285 CHF | 98.47% | 98.47% |
15/05/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 241,404 CHF | 81,468 CHF | 98.33% | 98.33% |
14/05/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,046 CHF | 78,682 CHF | 99.36% | 99.36% |
13/05/2024 | 1.32% | 0.73 CHF | 0.74 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 225,557 CHF | 76,186 CHF | 98.93% | 98.93% |
10/05/2024 | 1.24% | 0.76 CHF | 0.77 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 240,407 CHF | 81,136 CHF | 99.37% | 99.37% |
08/05/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 238,618 CHF | 80,540 CHF | 99.35% | 99.35% |
07/05/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,463 CHF | 78,154 CHF | 94.72% | 94.72% |
06/05/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,090 CHF | 75,697 CHF | 99.36% | 99.36% |
03/05/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 233,281 CHF | 78,760 CHF | 99.36% | 99.36% |
02/05/2024 | 1.35% | 0.72 CHF | 0.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,572 CHF | 74,857 CHF | 99.36% | 99.36% |